0.58Open1.55Pre Close2 Volume3 Open Interest55.00Strike Price96.00Turnover68.18%IV19.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.1485Delta0.0333Gamma92.84Leverage Ratio-0.0462Theta0.0031Rho13.79Eff Leverage0.0236Vega